+2,285.7%
STM vs CHD
+9,685.7%
-7,400.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | -2.7% | +8.5% | +6.7% |
| 30D | -1.0% | -4.6% | +3.6% | +0.3% |
| 3M | -33.3% | +5.0% | -38.3% | -34.9% |
| 6M | +57.4% | -3.2% | +60.6% | +57.5% |
| YTD | +102.2% | +18.6% | +83.5% | +88.7% |
| 1Y | +99.6% | +4.8% | +94.8% | +93.4% |
| 3Y | +14.5% | +6.1% | +8.4% | +8.3% |
| 5Y | +21.4% | +24.0% | -2.6% | +6.5% |
| 10Y | +695.0% | +124.5% | +570.5% | +437.9% |
| All | +2,285.7% | +9,685.7% | -7,400.0% | +375.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling